COO vs. QQQ
Compare and contrast key facts about The Cooper Companies, Inc. (COO) and Invesco QQQ (QQQ).
QQQ is a passively managed fund by Invesco that tracks the performance of the NASDAQ-100 Index. It was launched on Mar 10, 1999.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: COO or QQQ.
Performance
COO vs. QQQ - Performance Comparison
Returns By Period
In the year-to-date period, COO achieves a 5.60% return, which is significantly lower than QQQ's 23.84% return. Over the past 10 years, COO has underperformed QQQ with an annualized return of 9.01%, while QQQ has yielded a comparatively higher 18.03% annualized return.
COO
5.60%
-5.59%
5.79%
17.87%
5.39%
9.01%
QQQ
23.84%
1.82%
11.65%
30.35%
20.97%
18.03%
Key characteristics
| COO | QQQ | |
|---|---|---|
| Sharpe Ratio | 0.73 | 1.78 |
| Sortino Ratio | 1.48 | 2.37 |
| Omega Ratio | 1.16 | 1.32 |
| Calmar Ratio | 0.68 | 2.28 |
| Martin Ratio | 2.53 | 8.27 |
| Ulcer Index | 7.28% | 3.73% |
| Daily Std Dev | 25.18% | 17.37% |
| Max Drawdown | -98.75% | -82.98% |
| Current Drawdown | -12.31% | -1.78% |
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Correlation
The correlation between COO and QQQ is 0.40, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.
Risk-Adjusted Performance
COO vs. QQQ - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for The Cooper Companies, Inc. (COO) and Invesco QQQ (QQQ). Risk-adjusted metrics are performance indicators that assess an investment's returns in relation to its risk, enabling a more accurate comparison of different investment options.
Dividends
COO vs. QQQ - Dividend Comparison
COO has not paid dividends to shareholders, while QQQ's dividend yield for the trailing twelve months is around 0.60%.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
COO The Cooper Companies, Inc. | 0.00% | 0.02% | 0.02% | 0.01% | 0.02% | 0.02% | 0.02% | 0.03% | 0.03% | 0.04% | 0.04% | 0.05% |
QQQ Invesco QQQ | 0.60% | 0.62% | 0.80% | 0.43% | 0.55% | 0.74% | 0.91% | 0.84% | 1.06% | 0.99% | 1.41% | 1.02% |
Drawdowns
COO vs. QQQ - Drawdown Comparison
The maximum COO drawdown since its inception was -98.75%, which is greater than QQQ's maximum drawdown of -82.98%. Use the drawdown chart below to compare losses from any high point for COO and QQQ. For additional features, visit the drawdowns tool.
Volatility
COO vs. QQQ - Volatility Comparison
The current volatility for The Cooper Companies, Inc. (COO) is 4.62%, while Invesco QQQ (QQQ) has a volatility of 5.41%. This indicates that COO experiences smaller price fluctuations and is considered to be less risky than QQQ based on this measure. The chart below showcases a comparison of their rolling one-month volatility.